What is your son into? We have recently gone to go-karting and lazer quest parties.
My son is going to be 10 in January. We are going to an outdoor adventure centre (Stubbers near upminster). They will either do high wire & wall climbing or an army training style course with asault course, making a camp fire and cooking beans on it and lots of other things. They get some dogtags to take home at the end of that. He's not really into army stuff but loves obstactal course and haws been camping with cubs etc so hoping they can adapt it to something less 'army' more scouts. Will be making a decision next week as to which one to book! That is slightly more in price though, but not much.
I plan to take a picnic lunch for them and skipping party bags as they will get the dogtags if they do the army course and am putting a small toy in the lunch boxes.
For 8 children it is around £100 per activity, so comparable to bowling or similar! And I can add another 2 children for not very much more.
I did look at going to a snowdome but the travelling was prohibitive as rather too far from us.
Last year we hired a local cinema (£50 for up to 30 children and as many adults who would stay as we liked). Brought all our own food, drink and cake. So there are cheap options out there if price is a consideration for you. If you fancy an activity type party check ouot your local scout centres, they have plenty of activities often do birthday parties and it's not mega bucks like you'd pay at a 'for profit' place.